Analysis run in : 2024-08-10 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 1,097 | 7,248 | 1.452086 | 1.027824 |
| 1 | equities | 1170E1 | VIX FUTURES | -43,545 | 6,108 | 0.924385 | 0.137817 |
| 2 | equities | 239742 | RUSSELL E-MINI | -3,848 | 31,266 | 2.211543 | 1.833550 |
| 3 | equities | 12460+ | DJIA Consolidated | 7,333 | -6,213 | -0.355379 | -0.837912 |
| 4 | equities | 209742 | NASDAQ MINI | 17,176 | 13,968 | 2.148607 | 0.871254 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,727 | 2,136 | 0.952725 | 0.861440 |
| 6 | rates | 043602 | UST 10Y NOTE | -673,175 | 9,305 | -1.506998 | -1.088427 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,662,780 | -3,416 | -1.284253 | -1.721771 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,110,852 | 376 | 0.108987 | -0.326443 |
| 9 | rates | 020601 | UST BOND | -40,419 | 2,847 | -0.683370 | -0.155626 |
| 10 | rates | 045601 | FED FUNDS | -80,844 | 130,472 | -0.191569 | 0.017621 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 16,131 | -809 | 0.673582 | 1.314977 |
| 13 | currencies | 097741 | JAPANESE YEN | -11,930 | 66,397 | 2.668110 | 3.251402 |
| 14 | currencies | 099741 | EURO FX | 45,598 | 21,997 | 0.751770 | 0.456109 |
| 15 | currencies | 096742 | BRITISH POUND | 75,355 | -40,404 | 0.331761 | 0.684269 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -42,180 | -8,429 | -0.195399 | 0.611748 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -182,697 | 14,416 | -1.527404 | -1.810958 |
| 18 | currencies | 095741 | MEXICAN PESO | 64,543 | -2,104 | -0.721836 | -1.251821 |
| 19 | currencies | 112741 | NZ DOLLAR | -16,751 | -5,343 | -1.474802 | -1.446729 |
| 20 | currencies | 092741 | SWISS FRANC | -22,985 | 12,966 | 2.761122 | 0.729598 |
| 21 | commodities | 133741 | BITCOIN | 336 | 1,447 | 2.549372 | 1.903700 |
| 22 | commodities | 06765T | BRENT LAST DAY | -15,405 | 3,541 | 1.018472 | 0.832646 |
| 23 | commodities | 088691 | GOLD | 240,184 | -11,703 | -0.561891 | 0.376860 |
| 24 | commodities | 085692 | COPPER- #1 | 18,113 | -3,271 | -2.039266 | -0.528984 |
| 25 | commodities | 023651 | NAT GAS NYME | -68,344 | 16,612 | 1.693542 | 1.900749 |
| 26 | commodities | 111659 | GASOLINE RBOB | 11,588 | -11,431 | -2.535245 | -2.321469 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 8,329 | -5,893 | -1.402869 | -1.047608 |
| 28 | commodities | 084691 | SILVER | 41,412 | -1,288 | -1.703426 | -0.156757 |
| 29 | commodities | 076651 | PLATINUM | 7,878 | -5,667 | -1.768114 | -0.743991 |
| 30 | commodities | 002602 | CORN | -167,677 | 61,918 | -0.079231 | 0.294297 |
| 31 | commodities | 005602 | SOYBEANS | -169,880 | 11,923 | -0.951977 | -0.657931 |
| 32 | commodities | 001602 | WHEAT-SRW | -48,247 | 5,412 | -0.718165 | -0.320852 |
| 33 | commodities | 001612 | WHEAT-HRW | -23,628 | 2,471 | -0.314493 | 0.221343 |
| 34 | commodities | 057642 | LIVE CATTLE | 74,922 | -18,510 | -0.468379 | -0.267757 |
| 35 | commodities | 054642 | LEAN HOGS | 20,308 | 2,240 | -0.278871 | -0.921200 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -2,108 | -19,263 | -0.537018 | -1.072733 |
| 37 | commodities | 033661 | COTTON NO. 2 | -35,031 | -3,905 | -1.488357 | -1.274324 |
| 38 | commodities | 083731 | COFFEE C | 58,715 | -3,752 | -1.621752 | -0.548221 |
| 39 | commodities | 073732 | COCOA | 21,458 | -1,382 | 0.469046 | -0.395417 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 2,768 | -434 | -1.289658 | -0.043980 |
Plotting plotly¶
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